Re: [Rd] (PR#8049) add1.lm and add1.glm not handling weights and

From: <ripley_at_stats.ox.ac.uk>
Date: Fri 05 Aug 2005 - 07:06:18 GMT


David,

Thanks.

The reason add1.lm (and drop1.lm) do not support offsets is that lm did not when they were written, and the person who added offsets to lm did not change them. (I do wish they had not added an offset arg and just used the formula as in S's glm.) That is easy to add.

For the other point, some care is needed if 'x' is supplied and the upper scope reduces the number of points. We can try harder, but your usage does give a warning and perhaps that needs to be an error in this case.

Brian

On Thu, 4 Aug 2005 d.firth@warwick.ac.uk wrote:

> I am using R 2.1.1 under Mac OS 10.3.9.
>
> Two related problems (see notes 1. and 2. below) are illustrated by
> results of the following:
>
> y <- rnorm(10)
> x <- z <- 1:10
> is.na(x[9]) <- TRUE
>
> lm0 <- lm(y ~ 1)
> lm1 <- lm(y ~ 1, weights = rep(1, 10))
>
> add1(lm0, scope = ~ x) ## works ok
> add1(lm1, scope = ~ x) ## error
>
> lm2 <- lm(y ~ 1, offset = 1:10)
>
> add1(lm0, scope = ~ z) ## works ok
> add1(lm2, scope = ~ z) ## gives incorrect results (ignores the offset)
>
> glm0 <- glm(y ~ 1)
> glm1 <- glm(y ~ 1, weights = rep(1, 10))
> glm2 <- glm(y ~ 1, offset = rep(0, 10))
>
> add1(glm0, scope = ~ x) ## error
> add1(glm1, scope = ~ x) ## error
> add1(glm2, scope = ~ x) ## error
>
>
>
> As I see it, the two problems are:
>
> 1. add1.lm ignores any offset present in its "object" argument.
>
> 2. add1.lm and add1.glm both take weights directly from their "object"
> argument, and add1.glm also does the same for any offset that is
> present. But this does not work when the upper scope includes missing
> values and na.omit is used: the weights (and offset) then have the
> wrong length. They should presumably be extracted instead from the
> reduced model frame.
>
>
> If I can be of help in fixing these things, please let me know. But I
> don't want to make things worse, or to duplicate anyone else's work. I
> don't see this fixed in the bug-fix list at
> https://svn.r-project.org/R/trunk/NEWS
> but I haven't checked whether the same problems are in the current
> r-devel.
>
> David
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Fri Aug 05 17:09:00 2005

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